Derivative Instruments- Futures Contracts (Details) - USD ($) $ in Thousands	Dec. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative liabilities	$ 4,346	$ 182,158
Derivative assets	728	20,571
Us Treasury Futures | Long
Derivative [Line Items]
Notional Amount	(480,000)	(56,900)
Derivative liabilities		(2,500)
Derivative assets	$ 628	71
Us Treasury Futures | Short
Derivative [Line Items]
Notional Amount		$ (176,300)